+4,439.9%
XOM vs PGR
+42,507.8%
-38,068.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +4.1% | -0.6% | +4.7% | +4.3% |
| 30D | +4.6% | +4.9% | -0.4% | +3.1% |
| 3M | +14.0% | +7.6% | +6.3% | +11.2% |
| 6M | +11.0% | +8.3% | +2.7% | +8.0% |
| YTD | +40.7% | +1.7% | +39.0% | +39.0% |
| 1Y | +52.3% | -6.8% | +59.2% | +53.8% |
| 3Y | +60.5% | +73.4% | -13.0% | +34.9% |
| 5Y | +266.4% | +161.2% | +105.2% | +171.7% |
| 10Y | +194.4% | +819.5% | -625.1% | +55.0% |
| All | +4,439.9% | +42,507.8% | -38,068.0% | +1,325.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling